ALFI Private Assets Conference

Patrick Augustin is Associate Professor of Finance at the Desautels Faculty of Management at McGill University, where he holds the Canada Research Chair in Macrofinance and Derivatives. He also serves as Associate Fellow at the Canadian Derivatives Institute, Director of the McGill Luxembourg Centre for Finance, and Academic Director of the McGill Master of Management in Finance Luxembourg program. In 2022, he received the Bank of Canada Governor’s Award.

He earned a PhD in Finance from the Stockholm School of Economics and has held visiting research positions at NYU Stern, UCLA Anderson, the Stockholm School of Economics, the University of Sydney, and the Luxembourg School of Finance. Certified as a Financial Risk Manager (FRM), he previously served as a Fellow of the Global Future Councils at the World Economic Forum. Prior to entering academia, his professional experience included roles as a structured credit officer at Dexia and as attaché to the Luxembourg Ministry of Foreign Affairs.

His research focuses on the valuation of financial derivatives and credit-risky securities, with applications to sovereign and corporate default, insider trading litigation, and digital financial assets. His work has been published in the leading academic journals in finance, including the Journal of Finance, Review of Financial Studies, Journal of Financial Economics, and Management Science. It has also been widely cited in the financial press, such as The New York Times, The Wall Street Journal, The Washington Post, Fortune, Bloomberg, and The Globe and Mail. He currently serves as Associate Editor at Management Science, the Journal of Banking and Finance, and the International Review of Finance.